-19.4%
HUT vs PLUG
-96.5%
+77.1%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.0% | +8.6% | +3.2% |
| 7D | -10.9% | -3.2% | -7.8% | -10.1% |
| 30D | -32.6% | -18.7% | -13.9% | -26.4% |
| 3M | -33.7% | -35.3% | +1.6% | -20.8% |
| 6M | -42.3% | -56.2% | +13.9% | -20.1% |
| YTD | +23.6% | -30.7% | +54.3% | +38.8% |
| 1Y | +20.4% | -46.7% | +67.0% | +46.6% |
| 3Y | +423.2% | -61.3% | +484.6% | +385.6% |
| 5Y | -19.4% | -96.6% | +77.2% | +229.1% |
| All | -19.4% | -96.5% | +77.1% | +229.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling